Aalaei, Mahboubeh
Pricing life settlements in the secondary market using fuzzy internal rate of return [Volume 2, Issue 2, 2022, Pages 53-62]
Aalaei, Mahboubeh
Life settlements pricing based on fuzzy interest rates arisen from life insurance premiums [Volume 3, Issue 2, 2023, Pages 177-188]
Abbasi, Behzad
Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment [(Articles in Press)]
Abbasi, Ebrahim
Measuring the Accuracy and Precision of Random Forest, Long Short-Term Memory, and Recurrent Neural Network Models in Predicting the Top and Bottom of Bitcoin price [Volume 2, Issue 2, 2022, Pages 107-128]
Abbasi, Ebrahim
The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash risk [Volume 3, Issue 2, 2023, Pages 111-128]
Abbaskhani, Hamid
Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
Abdi, Matin
An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
Abdollahzade, Hadi
Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]
Abdollahzadeh, Mohammad
Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
Abid, Fathi
Stochastic optimal control with Contingent Convertible Bond in banking industry [Volume 2, Issue 2, 2022, Pages 151-166]
Abid, Fathi
Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
Abolhasani Hastiany, Asghar
Network centrality and portfolio optimization using the genetic algorithm [Volume 1, Issue 2, 2021, Pages 131-162]
Ahmadi, Ghasem
A new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting [Volume 3, Issue 2, 2023, Pages 1-17]
Ahmadzadeh, Amirmohammad
The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
Ahmadzade Semeskande, Amir Mohammad
Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
Aminataei, Azim
A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]
Amini, Mohammad
Mean-square Stability and Convergence of Compensated Split-Step $theta$-method for Nonlinear Jump Diffusion Systems [Volume 1, Issue 1, 2021, Pages 119-141]
Aminian Shahrokhabadi, Mahdieh
Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
Amiri, Meisam
Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
Amiri, Sadegh
A high order numerical method for Ito stochastic Volterra integral equations [Volume 4, Issue 1, 2024, Pages 175-193]
Ansori, Moch. Fandi
Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis [Volume 3, Issue 1, 2023, Pages 191-202]
Ashar, Nurcahya Yulian
Analysis of loan benchmark interest rate in banking loan dynamics: bifurcation and sensitivity analysis [Volume 3, Issue 1, 2023, Pages 191-202]
Atatalab, Fatemeh
Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 43-56]
Atatalab, Fatemeh
The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]
Azari, Hossein
Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods [Volume 2, Issue 1, 2022, Pages 209-247]
Azhdari, Parvin
Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]
Azizi, S. Pourmohammad
A dynamical system model-driven approach to pricing with smart volatility: a case study of catastrophe bonds pricing for China’s flood [Volume 3, Issue 2, 2023, Pages 191-207]
B
Baagherzadeh Hushmandi, Ataabak
Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
Babaei, Afshin
Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
Bagheri, Meyssam
Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]
Bagherzadeh Valami, Hadi
Portfolio Selection by a Non-Radial DEA Model; Its application in Tehran Stock Exchange (TSE) [Volume 1, Issue 2, 2021, Pages 181-194]
Bagherzadeh Valami, Hadi
Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]
Bahri Sales, Jamal
Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
Bani Asadi, Samaneh
TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]
Banihashemi, Seddigheh
Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
Banimostafaarab, Faezeh
The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]
Banimostafaarab, Faezeh
Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) [Volume 4, Issue 1, 2024, Pages 37-55]
Basiri, Abdolali
Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
Behrouzi, Yasin
A high order numerical method for Ito stochastic Volterra integral equations [Volume 4, Issue 1, 2024, Pages 175-193]
Bolfake, Ali
Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
D
Dahmarde Ghaleno, Mohsen
Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]
E
Ebrahimi, Seyyed Babak
An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
Ebrahimiyan, Niloufar
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Ebrahimnezhad, Khadijeh
Life settlements pricing based on fuzzy interest rates arisen from life insurance premiums [Volume 3, Issue 2, 2023, Pages 177-188]
Edrisi Tabriz, Yousef
A new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting [Volume 3, Issue 2, 2023, Pages 1-17]
Eskandari, Farzad
Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]
Eskandari, Farzad
Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
Eslami Mofid Abadi, Hossein
The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model [Volume 1, Issue 2, 2021, Pages 1-14]
Esna-Ashari, Maryam
Using local outlier factor to detect fraudulent claims in auto insurance [Volume 2, Issue 1, 2022, Pages 167-182]
F
Farajnezhad, Mohammad
An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
Farajnezhad, Mohammad
Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [Volume 3, Issue 2, 2023, Pages 129-148]
Farid, Dariush
A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]
Fathi Vajargah, Kianoush
Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]
Fattahi, Fatemeh
A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]
Feng, Chunhua
Dynamic behavior in a three coupled Kaldor-Kalecki delayed model [Volume 2, Issue 1, 2022, Pages 117-130]
G
Garshasebi, Pooya
Estimating the parameters of 3/2 stochastic volatility model with jump [Volume 3, Issue 1, 2023, Pages 137-143]
Ghalibaf Asl, Hasan
Forecasting Spot and Future Gold Coin Price Volatility and Their Predictive Power on Each Other by Using ANN-GARCH Model [Volume 1, Issue 1, 2021, Pages 203-221]
Ghalibaf Asl, Hasan
Investigating the Performance and Performance Consistency of Iranian Mutual Funds Using CAPM& CARHART’s Four- Factor Models; A Comparative Approach [Volume 2, Issue 1, 2022, Pages 63-86]
Ghanbari, Ali Mohammad
Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]
Ghanbarzadeh, Mitra
Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran [Volume 3, Issue 2, 2023, Pages 161-176]
Ghanbarzadeh, Mitra
Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) [Volume 4, Issue 1, 2024, Pages 37-55]
Ghanbarzadeh, Mitra
Evaluation of economic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]
Ghasemifard, Azadeh
Option valuation in markets with finite liquidity under fractional CEV assets [Volume 2, Issue 2, 2022, Pages 167-180]
Ghasemifard, Azadeh
On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [Volume 4, Issue 1, 2024, Pages 57-66]
Ghasempour, RajabAli
A dynamical system model-driven approach to pricing with smart volatility: a case study of catastrophe bonds pricing for China’s flood [Volume 3, Issue 2, 2023, Pages 191-207]
Ghonji, Parissa
Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran [Volume 3, Issue 2, 2023, Pages 161-176]
Ghorbanidolatabadi, Khadijeh
Investigating the Performance and Performance Consistency of Iranian Mutual Funds Using CAPM& CARHART’s Four- Factor Models; A Comparative Approach [Volume 2, Issue 1, 2022, Pages 63-86]
Golarzi, Gholam Hosein
Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
Goldani, Mahdi
Comparative analysis on forecasting methods and how to choose a suitable one: case study in financial time series [Volume 3, Issue 2, 2023, Pages 37-61]
H
Hadidifard, Shohre
Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]
Hakamipour, Nooshin
Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution [Volume 4, Issue 1, 2024, Pages 1-17]
Hamidi Razi, Hasan
Assessing machine learning performance in cryptocurrency market price prediction [Volume 2, Issue 1, 2022, Pages 1-32]
Hamooni, Amir
Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]
Hamooni, Amir
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Hamzeh, Asma
The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios [Volume 2, Issue 2, 2022, Pages 1-14]
Hamzeh, Asma
Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) [Volume 4, Issue 1, 2024, Pages 37-55]
Hamzeh, Asma
Evaluation of economic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]
Hanafizadeh, Payam
Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]
Heidouzahi, Emambakhsh
Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]
Hosseinpour Samim Mamaghani, Robabeh
Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models [Volume 2, Issue 2, 2022, Pages 63-90]
Hosseinzadeh Lotfi, Farhad
A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]
Hozarmoghadam, Nasrin
Evaluation of economic variables on pension fund performance of selected countries [Volume 4, Issue 1, 2024, Pages 115-125]
Jafari, Farzad
Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]
Jafari, Farzad
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Jafari, Farzad
An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
Jafari, Farzad
Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [Volume 3, Issue 2, 2023, Pages 129-148]
Jafari Nodoushan, Abbasali
The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
Jamnia, Abdulrashid
Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]
Jaziri, Maryem
Modeling auto insurance frequency using K-means and mixture regression [Volume 3, Issue 2, 2023, Pages 93-109]
Jones, Cadavious
Dynamic behavior in a three coupled Kaldor-Kalecki delayed model [Volume 2, Issue 1, 2022, Pages 117-130]
K
K. A. Kaabar, Mohammed
Economic Models Involving Time Fractal [Volume 1, Issue 1, 2021, Pages 181-200]
K. Ali, Karmina
Economic Models Involving Time Fractal [Volume 1, Issue 1, 2021, Pages 181-200]
Kanani Dizaji, Atefeh
Designing an Updatable Long Term Health Insurance [Volume 1, Issue 2, 2021, Pages 27-42]
Karami, Parisa
Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 69-73]
Karimkhani, Roya
A new hybrid method of dynamic mode decomposition and long short-term memory for financial market forecasting [Volume 3, Issue 2, 2023, Pages 1-17]
Kaviani, Mehran
Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]
Khadimallah, Asma
Stochastic optimal control with Contingent Convertible Bond in banking industry [Volume 2, Issue 2, 2022, Pages 151-166]
Khadimallah, Asma
Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
Khodamoradi, Tahereh
An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems [Volume 4, Issue 1, 2024, Pages 97-113]
Kuebler, Felix
Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
Lotfi Ghahroud, Majid
Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]
Lotfi Ghahroud, Majid
An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
Lotfi Ghahroud, Majid
Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [Volume 3, Issue 2, 2023, Pages 129-148]
M
Maghsoudi, Jamal
Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]
Mahdavi, Ghadir
Cross-sectional estimation of loss reserve for cargo insurance market: the case of cargo insurance in Iran [Volume 3, Issue 2, 2023, Pages 161-176]
Mahdavi, Ghadir
Fraud detection in supplementary health insurance based on smart contract in blockchain network [(Articles in Press)]
Mahmoudpour, Nasrollah
Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
Mashayekhi, Sima
Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
Mashayekhi, Sima
Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
Masmoudi, Afif
Modeling auto insurance frequency using K-means and mixture regression [Volume 3, Issue 2, 2023, Pages 93-109]
Mehrdoust, Farshid
Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]
Mehrdoust, Farshid
Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model [Volume 4, Issue 1, 2024, Pages 67-82]
Mirzaei, Hamid Reza
A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]
Mohammadi Jarchelou, Samaneh
Presenting a comparative model of stock investment portfolio optimization based on Markowitz model [Volume 2, Issue 2, 2022, Pages 129-150]
Mohammadi Larijani, Marzieh
Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 57-66]
Mohseni, Nazanin
An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]
Moradi, Maryam
Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
Morsaliarzanagh, Zoleikha
The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash risk [Volume 3, Issue 2, 2023, Pages 111-128]
Mousavi, Seyed Nourollah
Deep learning for option pricing under Heston and Bates models [Volume 3, Issue 1, 2023, Pages 67-82]
Mousavi, Seyed Nourollah
Option pricing in high volatile illiquid market [Volume 4, Issue 1, 2024, Pages 147-157]
N
Nabati, Parisa
The first order nonlinear autoregressive model with Ornstein Uhlenbeck processes driven by white noise [Volume 1, Issue 1, 2021, Pages 3-10]
Nabati, Parisa
Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [Volume 4, Issue 1, 2024, Pages 159-173]
Nafei, Amirhossein
A dynamical system model-driven approach to pricing with smart volatility: a case study of catastrophe bonds pricing for China’s flood [Volume 3, Issue 2, 2023, Pages 191-207]
Najafi, Amir Abbas
An online portfolio selection algorithm using beta risk measure and fuzzy clustering [Volume 3, Issue 2, 2023, Pages 63-76]
Najjarpour, Alireza
Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]
Nasiri, Parviz
Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
Nasiri, Tayebeh
A numerical method for solving the underlying price problem driven by a fractional Levy process [Volume 2, Issue 1, 2022, Pages 195-208]
Neisy, Abdolsadeh
Modeling of Mortgage-Backed Securities based on stochastic processes [Volume 1, Issue 2, 2021, Pages 163-180]
Neisy, Abdolsadeh
Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
Neisy, Abdolsadeh
A Numerical solution for the new model of time-fractional bond pricing: Using a multiquadric approximation method [Volume 2, Issue 1, 2022, Pages 131-150]
Neisy, Abdolsadeh
Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
Neisy, Abdolsadeh
European option pricing underlying two assets using PINN [(Articles in Press)]
Neshat, Najme
Improving financial investment by deep learning method: predicting stock returns of Tehran stock exchange companies [Volume 3, Issue 1, 2023, Pages 145-164]
Neshat, Najmeh
The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
Nezamdoust, Sajad
Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations. [Volume 2, Issue 2, 2022, Pages 91-106]
Noorani, Idin
Efficient estimation of Markov-switching model with application in stock price classification [Volume 1, Issue 2, 2021, Pages 111-130]
Noorani, Maryam
Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model [Volume 4, Issue 1, 2024, Pages 67-82]
Nouri, Kazem
Mean-AVaR-Entropy optimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
Nouri, Kazem
Exponential Ornstein-Uhlenbeck model for pricing double barrier options in uncertain environment [(Articles in Press)]
O
Ofoghi, Reza
Fraud detection in supplementary health insurance based on smart contract in blockchain network [(Articles in Press)]
Omidi, Farahnaz
Mean-AVaR-Entropy optimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
P
Pahlevannezhad, Ali
Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 57-66]
Payandeh Najafabadi, Amir Teimour
Prediction of outstanding IBNR liabilities using delay probability [Volume 1, Issue 2, 2021, Pages 43-56]
Payandeh Najafabadi, Amir Teimour
Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]
Peymany, Moslem
Mathematical Modeling of Stock Price Behavior and Option Valuation [Volume 1, Issue 1, 2021, Pages 159-178]
Peymany, Moslem
Modelling the Block Trades Premium: Focusing on Refining and Petrochemical Companies [Volume 1, Issue 2, 2021, Pages 195-222]
Peymany, Moslem
Catastrophe Swap Valuation Based on Stochastic Damage and its Numerical Solution [Volume 2, Issue 1, 2022, Pages 87-106]
Pourahmadi, Zahra
A novel financial trading system based on reinforcement learning and technical analysis applied on the Tehran securities exchange market [Volume 3, Issue 1, 2023, Pages 99-118]
Pourmohammad Azizi, S. M. Esmaeil
Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 57-66]
Pourrafiee, Mahdi
Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [Volume 1, Issue 1, 2021, Pages 57-66]
Q
Qezelbash, Mohammad
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Qezelbash, Mohammad
An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
Qezelbash, Mohammad
Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [Volume 3, Issue 2, 2023, Pages 129-148]
R
Raad, Abbas
Fraud detection in supplementary health insurance based on smart contract in blockchain network [(Articles in Press)]
Raei, Reza
Analysis the risk contagion from financial sector to other economic sectors [Volume 3, Issue 1, 2023, Pages 1-14]
Rahmany, Sajjad
Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
Rasouli, Abbas
Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
Rezaei, Mehdi
The artificial neural networks for investigation of correlation between economic variables and stock market indices [Volume 3, Issue 2, 2023, Pages 19-35]
Rezaei, Nader
Predicting Going Concern of Companies Using the Tone of Auditor Reporting [Volume 2, Issue 2, 2022, Pages 181-194]
Rezaei, Zeinab
The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash risk [Volume 3, Issue 2, 2023, Pages 111-128]
Riahi, Monireh
Efficient calculation of all steady states in large-scale overlapping generations models [Volume 3, Issue 1, 2023, Pages 15-48]
Rivaz, Azim
TAU METHOD FOR PRICING AMERICAN OPTIONS UNDER COMPLEX MODELS [Volume 1, Issue 1, 2021, Pages 145-155]
S
Safdari, Ali
Finite difference method for basket option pricing under Merton model [Volume 1, Issue 1, 2021, Pages 69-73]
Safdari, Ali
Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 15-26]
Safdari-Vaighani, Ali
Estimating the parameters of 3/2 stochastic volatility model with jump [Volume 3, Issue 1, 2023, Pages 137-143]
Sahebjamnia, Navid
Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]
Salahi, Maziar
An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems [Volume 4, Issue 1, 2024, Pages 97-113]
Salavati, Erfan
An Application of Stochastic Approximation in Simulated Method of Moments [Volume 1, Issue 2, 2021, Pages 57-72]
Salimi Nasab, Soheil
Volatility spillover in crude oil market using Heston switching Clayton model [Volume 3, Issue 1, 2023, Pages 119-135]
Salmani, Hadiseh
Robust Net Present Value With Infinite Lifetime [Volume 1, Issue 1, 2021, Pages 13-34]
Samadi, Fatemeh
The Effect of Volatility Temporal Changes on the Predictability and Return of Optimal Portfolio Using the DMA Model [Volume 1, Issue 2, 2021, Pages 1-14]
Sasouli, Mohammad Reza
Application of Deep-Learning-Based Models for Prediction of Stock Price in the Iranian Stock Market [Volume 2, Issue 1, 2022, Pages 151-166]
Seighaly, Mohsen
Measuring the Accuracy and Precision of Random Forest, Long Short-Term Memory, and Recurrent Neural Network Models in Predicting the Top and Bottom of Bitcoin price [Volume 2, Issue 2, 2022, Pages 107-128]
Shadrokh, Ali
Estimation of the hazard rate function in the presence of measurement errors [Volume 3, Issue 1, 2023, Pages 49-66]
Shahmoradi, Nafiseh
Forecasting Spot and Future Gold Coin Price Volatility and Their Predictive Power on Each Other by Using ANN-GARCH Model [Volume 1, Issue 1, 2021, Pages 203-221]
Shahmoradi, Nafiseh
Disclosure of material information and dividend [Volume 3, Issue 2, 2023, Pages 149-160]
Shekari Firouzjaie, Abbas
Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange [Volume 1, Issue 1, 2021, Pages 37-53]
Sheybanifar, Soudeh
Impacts of No Short Selling and Noise Reduction on Portfolio Allocation [Volume 1, Issue 1, 2021, Pages 91-115]
Shokrollahi, Foad
Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]
Sinaei nasab, Zeinab
Introduction a method of determining returns to scale in network data envelopment analysis [Volume 2, Issue 2, 2022, Pages 15-36]
Soheili, Ali R.
Mean-square Stability and Convergence of Compensated Split-Step $theta$-method for Nonlinear Jump Diffusion Systems [Volume 1, Issue 1, 2021, Pages 119-141]
Soheili, Ali R.
A Numerical solution for the new model of time-fractional bond pricing: Using a multiquadric approximation method [Volume 2, Issue 1, 2022, Pages 131-150]
Tajdini, Saeid
Trade War and the Balanced Trade-Monetary Theory [Volume 1, Issue 2, 2021, Pages 93-110]
Tajdini, Saeid
Monetary behavior theory in long-term and turbulent conditions on the Russian Ruble [Volume 2, Issue 1, 2022, Pages 183-194]
Tajdini, Saeid
An analysis of volatility and herd behavior among investors in the S&P500 stock market index, Bitcoin, and gold markets [Volume 3, Issue 2, 2023, Pages 77-92]
Tajdini, Saeid
Unraveling the impact of Iranian currency exchange on central bank digital currency: navigating through history-oriented bias [Volume 3, Issue 2, 2023, Pages 129-148]
Tamoradi, Ali
The effect of audit committee financial expertise on relationship between companies irresponsibility and stock price crash risk [Volume 3, Issue 2, 2023, Pages 111-128]
Tavakoli, Kimiya
European option pricing underlying two assets using PINN [(Articles in Press)]
Teimoori Faal, Hossein
Spectral Graph Embedding for Dimension Reduction in Financial Risk Assessment [Volume 1, Issue 2, 2021, Pages 73-92]
Torkzadeh, Leila
Mean-AVaR-Entropy optimization portfolio selection model in uncertain environments [Volume 4, Issue 1, 2024, Pages 127-145]
Triki, Ons
Revue of contingent capital pricing model using growth and barrier option approach with numerical application [Volume 3, Issue 1, 2023, Pages 165-190]
V
Vahabi, Saman
Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control [Volume 2, Issue 2, 2022, Pages 37-52]
Vahdani, Marzieh
Estimating the term structure of mortality: an application to actuarial studies [Volume 1, Issue 2, 2021, Pages 15-26]
Vahdati, Saeed
Pricing asset-or-nothing options using Haar wavelet [Volume 4, Issue 1, 2024, Pages 19-35]
Valinejad, Ali
On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model [Volume 4, Issue 1, 2024, Pages 57-66]
W
Worthington, Andrew C.
A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance [Volume 4, Issue 1, 2024, Pages 83-96]
